BUG: Fix gh-15888

More of a dodge than a fix, but will essentially work with exceptions now.

scipy/optimize/_highs/cython/src/Highs.pxd

@@ -22,7 +22,7 @@ cdef extern from "Highs.h":
     cdef cppclass Highs:
         HighsStatus passHighsOptions(const HighsOptions& options)
         HighsStatus passModel(const HighsLp& lp)
-        HighsStatus run()
+        HighsStatus run() except +
         HighsStatus setHighsLogfile(FILE* logfile)
         HighsStatus setHighsOutput(FILE* output)
         HighsStatus writeHighsOptions(const string filename, const bool report_only_non_default_values = true)

scipy/optimize/_highs/cython/src/_highs_wrapper.pyx

@@ -649,7 +649,19 @@ def _highs_wrapper(
             }
 
     # Solve the LP
-    cdef HighsStatus run_status = highs.run()
+    # Declare the variable outside the try block
+    cdef HighsStatus run_status = HighsStatusOK
+    try:
+        # Attempt to run the operation that might throw an exception
+        run_status = highs.run()
+    except Exception as e:
+        # Handle the exception as needed, such as by printing an error message and returning
+        print(f"The problem is too large to be solved. Details: {e}")
+        return {
+            'status': -1,  # or some other status code indicating an error
+            'message': "The problem is too large to be solved.",
+        }
+
     if run_status == HighsStatusError:
         return {
             'status': <int> highs.getModelStatus(),